Kim, Kyungsik; Yoon, Seong-Min; Kim, SooYong; Chang, Ki-Ho - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 525-531
We study the dynamical behavior of high-frequency data from the Korean Stock Price Index (KOSPI) using the movement of returns in Korean financial markets. The dynamical behavior of a binarized series of our models is not completely random. In addition, the conditional probability is numerically...